Preserve exact weighted values in sorted sketch#12148
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RAMitchell wants to merge 1 commit intodmlc:masterfrom
Open
Preserve exact weighted values in sorted sketch#12148RAMitchell wants to merge 1 commit intodmlc:masterfrom
RAMitchell wants to merge 1 commit intodmlc:masterfrom
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Pull request overview
This PR fixes the CPU sorted weighted-quantile sketch path to preserve all unique feature values when the sketch budget (max_size) is already large enough to retain them, avoiding unnecessary drops caused by weighted goal-selection.
Changes:
- Add an early-exit path in
WQSummary::SetPruneSortedto emit an exact weighted summary whenunique_values <= max_size. - Add a regression test ensuring sorted-column sketching matches row-based sketching in the exact-retention regime for weighted data.
Reviewed changes
Copilot reviewed 2 out of 2 changed files in this pull request and generated no comments.
| File | Description |
|---|---|
src/common/quantile.h |
Emits an exact weighted summary (no goal-selection pruning) when all unique values fit in budget. |
tests/cpp/common/test_hist_util.cc |
Adds HistUtil.SortedWeightedExactCuts to validate sorted vs row sketch cut equivalence when budget retains all unique values. |
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Summary
Fix the CPU sorted weighted sketch path when the sketch budget is already large enough to
retain every unique feature value.
Previously,
SetPruneSorted(...)still applied weighted goal selection in this regime, whichcould drop exact values unnecessarily. This change emits the exact weighted summary instead.
Testing
cmake -S <worktree> -B <worktree>/build-cpu -DUSE_CUDA=OFF -DGOOGLE_TEST=ON -DUSE_DMLC_GTEST=ONcmake --build <worktree>/build-cpu --target testxgboost -j35<worktree>/build-cpu/testxgboost --gtest_filter='HistUtil.SortedWeightedExactCuts:Quantile.*:HistUtil.*'